| 期刊論文| 1. | Samuelson, P. A.(1965)。Rational Theory of Warrant Pricing。Industrial Management Review，6(2)，13-32。   | | 2. | 黃奇輔(19930700)。An Overview of Modern Financial Economics。中國財務學刊，1(1)，119-134。 延伸查詢 | | 3. | Dybvig, D.、Huang, C.(1989)。Nonnegative Wealth, Absence of Arbitrage and Feasible Consumption Plans。Review of Financial Studies，1，377-401。 | | 4. | Harrison, M.、Kreps, D.(1979)。Martingales and arbitrage in multiperiod securities markets。Journal of Economic Theory，20，381-408。 | | 5. | Harrison, M.、Pliska, S.(1981)。Martingales and stochastic integrals in the theory of continuous trading。Stochastic Processed and Their Applications，11，215-260。 | | 6. | Kunita, H.、Watanabe, S.(1967)。On Square-integrable martingales。Nagoya Mathematics Journal，30，209-245。 | | 7. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 | | 8. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | | 9. | Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics，3(1/2)，145-166。 | 學位論文| 1. | Pages, H.(1989)。Three Essays In Optimal Consumption(博士論文)。 | 圖書| 1. | Duffie, D.(1988)。Security Markets: Stochastic Models。Academic Press。 | | 2. | Huang, C.(1989)。Lecture Notes on Advanced Financial Economics。Sloan School of Management：Massachusetts Institute of Technology。 | | 3. | Liptser, R.、Shiryayev, A.(1977)。Statistics of Random Processes I: General Theory。New York：Springer-Verlag。 | | 4. | 黃奇輔、Litzenberger, Robert H.(1988)。Foundations for Financial Economics。North-Holland。 | |